Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach
Massimo Guidolin and Erwin Hansen
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Guidolin, Massimo ; Hansen, Erwin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 3, p. 217-239
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| Subject: | Indexderivat | Index derivative | Kapitalmarktrendite | Capital market returns | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | USA | United States | 1996-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21731 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568080